| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,922.0 |
2,946.0 |
24.0 |
0.8% |
2,835.0 |
| High |
2,950.0 |
2,957.0 |
7.0 |
0.2% |
2,955.0 |
| Low |
2,922.0 |
2,922.0 |
0.0 |
0.0% |
2,822.0 |
| Close |
2,947.0 |
2,952.0 |
5.0 |
0.2% |
2,933.0 |
| Range |
28.0 |
35.0 |
7.0 |
25.0% |
133.0 |
| ATR |
57.5 |
55.9 |
-1.6 |
-2.8% |
0.0 |
| Volume |
241 |
49 |
-192 |
-79.7% |
63,134 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.7 |
3,035.3 |
2,971.3 |
|
| R3 |
3,013.7 |
3,000.3 |
2,961.6 |
|
| R2 |
2,978.7 |
2,978.7 |
2,958.4 |
|
| R1 |
2,965.3 |
2,965.3 |
2,955.2 |
2,972.0 |
| PP |
2,943.7 |
2,943.7 |
2,943.7 |
2,947.0 |
| S1 |
2,930.3 |
2,930.3 |
2,948.8 |
2,937.0 |
| S2 |
2,908.7 |
2,908.7 |
2,945.6 |
|
| S3 |
2,873.7 |
2,895.3 |
2,942.4 |
|
| S4 |
2,838.7 |
2,860.3 |
2,932.8 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,302.3 |
3,250.7 |
3,006.2 |
|
| R3 |
3,169.3 |
3,117.7 |
2,969.6 |
|
| R2 |
3,036.3 |
3,036.3 |
2,957.4 |
|
| R1 |
2,984.7 |
2,984.7 |
2,945.2 |
3,010.5 |
| PP |
2,903.3 |
2,903.3 |
2,903.3 |
2,916.3 |
| S1 |
2,851.7 |
2,851.7 |
2,920.8 |
2,877.5 |
| S2 |
2,770.3 |
2,770.3 |
2,908.6 |
|
| S3 |
2,637.3 |
2,718.7 |
2,896.4 |
|
| S4 |
2,504.3 |
2,585.7 |
2,859.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,960.0 |
2,890.0 |
70.0 |
2.4% |
35.6 |
1.2% |
89% |
False |
False |
2,009 |
| 10 |
2,960.0 |
2,751.0 |
209.0 |
7.1% |
42.0 |
1.4% |
96% |
False |
False |
8,613 |
| 20 |
2,960.0 |
2,649.0 |
311.0 |
10.5% |
55.3 |
1.9% |
97% |
False |
False |
10,681 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
43.2 |
1.5% |
74% |
False |
False |
8,436 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
33.1 |
1.1% |
74% |
False |
False |
7,500 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.1% |
27.0 |
0.9% |
73% |
False |
False |
5,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,105.8 |
|
2.618 |
3,048.6 |
|
1.618 |
3,013.6 |
|
1.000 |
2,992.0 |
|
0.618 |
2,978.6 |
|
HIGH |
2,957.0 |
|
0.618 |
2,943.6 |
|
0.500 |
2,939.5 |
|
0.382 |
2,935.4 |
|
LOW |
2,922.0 |
|
0.618 |
2,900.4 |
|
1.000 |
2,887.0 |
|
1.618 |
2,865.4 |
|
2.618 |
2,830.4 |
|
4.250 |
2,773.3 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,947.8 |
2,942.5 |
| PP |
2,943.7 |
2,933.0 |
| S1 |
2,939.5 |
2,923.5 |
|